R (https://www.r-project.org/): programming language for statistics, data analysis, and much more (and a personal favorite of mine)
Julia (http://julialang.org/): relatively new language for technical computing that aims for high-level syntax and C-like speed
Python on the command line
The Jupyter Notebook
Browser-based notebooks for literate programming
Evolved out of the IPython project
Supports multiple languages; “home language” is Python
Literate programming
As defined by Donald Knuth:
Literate programming is a methodology that combines a programming language with a documentation language… The main idea is to treat a program as a piece of literature, addressed to human beings rather than to a computer.